Cliff Asness AQR Capital Management
Cliff Asness is a co-founder of AQR Capital Management, a leading quantitative investment firm spanning equities, alternatives, and factor strategies. He is known for academic-informed research on value, momentum, and other systematic premia, as well as candid market commentary. Asness’s work bridges academic finance and large-scale institutional portfolio management.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$337M |
| 2 |
Pfizer
PFE
|
+$315M |
| 3 |
Chevron
CVX
|
+$266M |
| 4 |
Procter & Gamble
PG
|
+$236M |
| 5 |
JPMorgan Chase
JPM
|
+$221M |
Top Sells
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 14.59% |
| 2 | Healthcare | 13.11% |
| 3 | Technology | 12.26% |
| 4 | Consumer Discretionary | 9.3% |
| 5 | Industrials | 8.83% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
351
Crown Holdings
CCK
$13B
| $17.3M | 0.06% |
+419,853
| New | +$17.7M |
|
352
Children's Place
PLCE
$55.4M
| $17.2M | 0.06% |
+313,489
| New | +$15.8M |
|
353
Telephone and Data Systems
TDS
$3.87B
| $17.1M | 0.06% |
+695,474
| New | +$15.7M |
|
|
CYT
354
DELISTED
CYTEC INDS INC
CYT
| $17.1M | 0.06% |
+466,834
| New | +$17.1M |
|
|
SBNYW
355
DELISTED
Signature Bank Warrant
SBNYW
| $17.1M | 0.06% |
+316,500
| New | +$15.3M |
|
356
Charles River Laboratories
CRL
$14.1B
| $17M | 0.06% |
+413,936
| New | +$17.7M |
|
357
Transocean
RIG
$6.61B
| $16.9M | 0.06% |
+353,200
| New | +$18M |
|
358
Associated Banc-Corp
ASB
$5.82B
| $16.8M | 0.06% |
+1,081,304
| New | +$16.1M |
|
|
CST
359
DELISTED
CST Brands, Inc.
CST
| $16.8M | 0.06% |
+544,955
| New | +$17.3M |
|
360
Commercial Metals
CMC
$7.34B
| $16.8M | 0.06% |
+1,136,439
| New | +$16.7M |
|
361
Huntsman Corp
HUN
$1.75B
| $16.7M | 0.06% |
+1,010,885
| New | +$18.5M |
|
|
MPR
362
DELISTED
MET-PRO CORP
MPR
| $16.7M | 0.06% |
+1,243,314
| New | +$15.7M |
|
|
VMRK
363
Vivmark Residential
VMRK
$25B
| $16.7M | 0.06% |
+286,952
| New | +$16.5M |
|
364
Nelnet
NNI
$4.55B
| $16.6M | 0.06% |
+459,758
| New | +$16.4M |
|
365
ResMed
RMD
$33.4B
| $16.6M | 0.06% |
+367,500
| New | +$17.4M |
|
366
Micron Technology
MU
$1.09T
| $16.5M | 0.06% |
+1,154,526
| New | +$12.8M |
|
367
Rockwell Automation
ROK
$48.5B
| $16.5M | 0.06% |
+197,874
| New | +$17.1M |
|
|
ZAIS
368
DELISTED
ZAIS Group Holdings, Inc.
ZAIS
| $16.4M | 0.06% |
+1,625,000
| New | +$16.5M |
|
369
H&R Block
HRB
$6.62B
| $16.4M | 0.06% |
+591,697
| New | +$16.9M |
|
370
Genuine Parts
GPC
$18.5B
| $16.3M | 0.06% |
+208,862
| New | +$16.2M |
|
371
Waste Management
WM
$89.6B
| $16.3M | 0.06% |
+403,890
| New | +$16.3M |
|
|
ET
372
DELISTED
EXACTTARGET INC COM STK (DE)
ET
| $16.3M | 0.06% |
+482,662
| New | +$12.1M |
|
373
Capital One
COF
$134B
| $16.2M | 0.06% |
+258,417
| New | +$15.2M |
|
374
Norfolk Southern
NSC
$78.8B
| $16.1M | 0.06% |
+222,153
| New | +$17M |
|
|
PARA
375
DELISTED
Paramount Global Class B
PARA
| $16.1M | 0.06% |
+329,583
| New | +$15.1M |
|
Similar funds
Cliff Asness's Q2 2013 Portfolio in Review
Q2 2013 is the first quarter with a 13F filing on record for Cliff Asness, which disclosed 2,329 positions worth $28.2B. Its ten largest holdings account for 8.5% of the portfolio.
Its largest position is ExxonMobil: 3,744,346 shares worth $338M.
By sector, the portfolio is most concentrated in Financials at 15% of assets, followed by Healthcare and Technology.
- Cliff Asness's largest Q2 2013 buy was ExxonMobil: 3,744,346 shares worth $338M.
- Cliff Asness's ten largest holdings make up 8.5% of its $28.2B portfolio in Q2 2013.
- Cliff Asness disclosed 2,329 positions in Q2 2013, its first 13F filing on record.
Based on AQR Capital Management's 13F filing for Q2 2013, filed 14 Aug 2013.